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Sect.
1
PQR
PQR_Sens
PQR_S
4
PQ
PQ_Sens
PQ2
6
Prod
Res_Al
Res_Al_Sens
Mix
Mix_Sens
CarRent
CarRent_Sens
Agg
Agg_Sens
Power
Power_Sens
Sup.
Chem
Chem_Sens
Page 1
Instructions
Chapter 2 Examples
Operations Research Models and Methods
Paul A. Jensen and Jonathan F. Bard
http://www.me.utexas.edu/~jensen/ORMM/computation/unit/mp_add/index.html
http://www.me.utexas.edu/~jensen/ORMM/methods/unit/linear/subunits/teach/index.html
Instructions
To use this workbook, you must first load the Math Programming add-in. See the Excel help file
topic "About add-ins" before continuing.
For cases using the LP/IP Solver you must first load the Jensen LP/IP Solver.
This workbook comes without control buttons. To make the buttons choose Add Buttons from
the Math
When youProgramming
are moving amenu. This to
workbook adds buttons
another to all the
computer, worksheets.
use the Remove Buttons command.
This simplifies opening the workbook on the other computer. Buttons are removed from all
worksheets.
Page 2
Instructions
Add-ins Used
Math Programming - Linear-LP/IP Solver
Math Programming - Linear-LP/IP Solver
Math Programming - Linear/Excel Solver
Page 3
Linear Model Name: PQR Solver: Jensen LP/IP Ph. 1 Iter.
1 Type: LP1 Type: Linear Total Iter.
0 Change Goal: Max Sens.: Yes Comp. Time
1 Objective: 7664 Side: No
0 Solve
0 Variables 1 2 3
100 Vary Name: P Q R
100 Values: 81.82 16.36 60
0 Lower Bounds:
Change Relation 0 0 0
60 Upper Bounds: 100 40 60
Constraint Analysis
Range Range
Statu Shadow Constraint Lower Upper
Num. Name Value s Price Limit Limit Limit
1 MachA 2,400 Upper 1.2273 2,400 ### ###
2 MachB 2,400 Upper 1.7045 2,400 2,040 2,920
3 MachC ### Upper 0 2,400 ### ---
4 MachD ### Upper 0 2,400 ### ---
Microsoft Excel 9.0 Sensitivity Report
Worksheet: [ch02.xls]PQR_S
Report Created: 5/5/2002 8:08:50 PM
Adjustable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$H$8 Values: P 81.8181818 0 45 38.3333333 19.2857143
$I$8 Values: Q 16.3636364 0 60 23 37.5
$J$8 Values: R 60 10.4545455 50 1E+030 10.4545455
Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$15 MachA Valu 2400 1.22727273 2400 144.827586 866.666667
$D$16 MachB Valu 2400 1.70454545 2400 520 360
$D$17 MachC Valu 2285.45455 0 2400 1E+030 114.545455
$D$18 MachD Valu 1063.63636 0 2400 1E+030 1336.36364
Linear Model Name: PQR_S Solver: Excel Solver
7664 Type: LP1 Type: Linear
3 Change Goal: Max Sens.: Yes Comp. Time
1 Objective: 7664 Side: No
1 Solve
1 Variables 1 2 3
100 Vary Name: P Q R
Values: 81.82 16.36 60
Lower Bounds:
Change Relation 0 0 0
Upper Bounds: 100 40 60
Adjustable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$H$8 Values: P 81.8181818 0 45 38.3333333 19.2857143
$I$8 Values: Q 16.3636364 0 60 23 37.5
$J$8 Values: R 60 10.4545455 50 1E+030 10.4545455
Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$15 MachA Valu 2400 1.22727273 2400 144.827586 866.666667
$D$16 MachB Valu 2400 1.70454545 2400 520 360
$D$17 MachC Valu 2285.45455 0 2400 1E+030 114.545455
$D$18 MachD Valu 1063.63636 0 2400 1E+030 1336.36364
Linear Model Name:PQ_Web Solver: Jensen LP/IP Ph. 1 Iter.
1 Type: LP1 Type: Linear Total Iter.
0 Change Goal: Max Sens.: Yes Comp. Time
1 Objective: 6300 Side: No
0 Solve
0 Variables 1 2
100 Vary Name: P Q
100 Values: 100 30
0 Lower Bounds:
Change Relation 0 0
100 Upper Bounds: 100 50
Constraint Analysis
Range Range
Statu Shadow Constraint Lower Upper
Num. Name Value s Price Limit Limit Limit
1 A 1,800 Basic 0 2,400 1,800 ---
2 B 2,400 Upper 2 2,400 1,500 3,000
3 C 1,650 Basic 0 2,400 1,650 ---
4 D 1,150 Basic 0 2,400 1,150 ---
Linear Model Name: PQ Solver: Jensen LP/IP Ph. 1 Iter.
1 Type: LP1 Type: Linear Total Iter.
0 Change Goal: Max Sens.: Yes Comp. Time
1 Objective: 4664 Side: No
0 Solve
0 Variables 1 2
100 Vary Name: P Q
100 Values: 81.82 16.36
0 Lower Bounds:
Change Relation 0 0
60 Upper Bounds: 100 40
Constraint Analysis
Range Range
Statu Shadow Constraint Lower Upper
Num. Name Value s Price Limit Limit Limit
1 MachA 1,800 Upper 1.2273 1,800 933.3333 ###
2 MachB 1,440 Upper 1.7045 1,440 1,080 1,960
3 MachC ### Basic 0 2,040 ### ---
4 MachD ### Basic 0 2,400 ### ---
Linear Model Name: PQ2 Solver: Jensen LP/IP Ph. 1 Iter.
1 Type: LP1 Type: Linear Total Iter.
0 Change Goal: Max Sens.: No Comp. Time
1 Objective: 4664 Side: No
0 Solve
0 Variables 1 2
100 Vary Name: P Q
100 Values: 81.82 16.36
0 Lower Bounds:
Change Relation 0 0
60 Upper Bounds: 9999 9999
Constraint Values
Constraint Names Constraint Limits
Constraint Relationships
Ph. 1 Iter. 0
Total Iter. 5
Comp. Time 00:00
Status Optimal
Variable Names
Objective Coefficients
Constraint Coefficients
Linear Model Name: Mix Solver: Jensen LP/IP Ph. 1 Iter.
0 Type: LP2 Type: Linear Total Iter.
0 Change Goal: Min Sens.: Yes Comp. Time
1 Objective: 49.16 Side: No
0 Solve
0 Variables 1 2 3
100 Vary Name: L C S
100 Values: 0.028 0.649 0.323
0 Lower Bounds: 0 0 0
60 Upper Bounds: 1 1 1
Constraint Analysis
Range Range
Statu Shadow Constraint Lower Upper
Num. Name Value s Price Limit Limit Limit
1 Calcium0.012 Upper -19.6167 0.012 0.008 0.2137
2 Protein 0.22 Lower 145.1698 0.22 0.0874 0.2963
3 Fiber ### Basic 0 0.05 0.0388 ---
4 Conserve 1Equality 17.4543 1 0.4693 1.2876
Linear Model Name: Res_Al Solver: Jensen LP/IP Ph. 1 Iter.
1 Type: LP1 Type: Linear Total Iter.
0 Change Goal: Max Sens.: Yes Comp. Time
1 Objective: 2989 Side: No
0 Solve
0 Variables 1 2 3 4 5
100 Vary Name: P1 P2 P3 P4 P5
100 Values: 58.96 62.63 0 10.58 15.64
0 Change Relation
60
Constraint Analysis
Range Range
Statu Shadow Constraint Lower Upper
Num. Name Value s Price Limit Limit Limit
1 M1 160 Upper 4.8195 160 99.3485 172.9961
2 M2 200 Upper 5.2016 200 184.6901 230.3636
3 M3 120 Upper 8.9635 120 101.1299 237.505
4 M4 280 Upper 0.3631 280 259.3189 295.6412
Linear Model Name: CarRent Solver: Jensen LP/IP Ph. 1 Iter.
1 Type: LP1 Type: Linear Total Iter.
0 Change Goal: Min Sens.: Yes Comp. Time
1 Objective: 2150 Side: No
0 Solve
0 Variables 1 2 3 4 5 6
100 Vary Name: Sat Sun M Tu W Th
100 Values: 0 0 5 0 9 0
0 Lower Bounds:
Change Relation 0 0 0 0 0 0
60 Upper Bounds: 1E+10 1E+10 1E+10 1E+10 100 100
7 8 9 10 11 12 13
F MTuW TuWTh WThF Weekend Weekday Week
4 0 0 2 0 0 5
0 0 0 0 0 0 0
100 1E+10 1E+10 1E+10 1E+10 1E+10 100
0 0 0 0 1 0 1
0 0 0 0 1 0 1
0 1 0 0 0 1 1
0 1 1 0 0 1 1
0 1 1 1 0 1 1
0 0 1 1 0 1 1
1 0 0 1 0 1 1
Sensitivity Analysis for Worksheet CarRent
Constraint Analysis
Range Range
Statu Shadow Constraint Lower Upper
Num. Name Value s Price Limit Limit Limit
1 Sat 5 Basic 0 2 --- 5
2 Sun 5 Lower 25 5 3 7
3 Mon 10 Lower 50 10 5 ---
4 Tues 5 Basic 0 3 --- 5
5 Wed 16 Lower 50 16 7 107
6 Thurs 7 Lower 25 7 5 11
7 Fri 11 Lower 50 11 7 107
Linear Model Name: Agg Solver: Jensen LP/IP Ph. 1 Iter.
1 Type: LP1 Type: Linear Total Iter.
0 Change Goal: Min Sens.: Yes Comp. Time
1 Objective: 9E+05 Side: No
0 Solve
0 Variables 1 2 3 4 5 6
100 Vary Name: P1 P2 P3 P4 P5 P6
100 Values: 1350 1400 1000 550 1700 2000
0 Lower Bounds:
Change Relation 0 0 0 0 0 0
60 Upper Bounds: 1E+10 1E+10 1E+10 1E+10 1E+10 1E+10
7 8 9 10 11 12 13
I0 I1 I2 I3 I4 I5 I6
200 250 250 250 0 0 100
200 0 0 0 0 0 100
200 250 250 250 250 250 100
4 4 4 4 4 4 0
1 -1 0 0 0 0 0
0 1 -1 0 0 0 0
0 0 1 -1 0 0 0
0 0 0 1 -1 0 0
0 0 0 0 1 -1 0
0 0 0 0 0 1 -1
Sensitivity Analysis for Worksheet Agg
Constraint Analysis
Range Range
Statu Shadow Constraint Lower Upper
Num. Name Value s Price Limit Limit Limit
1 M1 1,300Equality 100 1,300 -50 ---
2 M2 1,400Equality 105 1,400 0 ---
3 M3 1,000Equality 110 1,000 0 ---
4 M4 800Equality 115 800 250 ---
5 M5 1,700Equality 110 1,700 0 ---
6 M6 1,900Equality 110 1,900 -100 ---
Linear Model Name: Power Solver: Jensen LP/IP Ph. 1 Iter.
1 Type: LP1 Type: Linear Total Iter.
0 Change Goal: Min Sens.: Yes Comp. Time
1 Objective: 48313 Side: No
0 Solve
0 Variables 1 2 3 4 5 6
100 Vary Name: PA PB PC xAB xAC xBA
100 Values: 0 17.5 100 0 0 0
0 Lower Bounds:
Change Relation 0 0 0 0 0 0
60 Upper Bounds: 100 75 100 1E+10 1E+10 1E+10
7 8 9 10 11 12 13 14 15
xBC xCA xCB yAX yAZ yBY yBZ yCX yCY
0 16.67 0 0 15.83 0 17.5 27.78 55.56
0 0 0 0 0 0 0 0 0
1E+10 1E+10 1E+10 1E+10 1E+10 1E+10 1E+10 1E+10 1E+10
0 0 0 0 0 0 0 0 0
0 -0.95 0 1 1 0 0 0 0
1 0 -0.95 0 0 1 1 0 0
-0.95 1 1 0 0 0 0 1 1
0 0 0 -0.9 0 0 0 -0.9 0
0 0 0 0 0 -0.9 0 0 -0.9
0 0 0 0 -0.9 0 -0.9 0 0
Sensitivity Analysis for Worksheet Power
Constraint Analysis
Range Range
Statu Shadow Constraint Lower Upper
Num. Name Value s Price Limit Limit Limit
1 A 0Equality -475 0 -15.8333 17.5
2 B 0Equality -475 0 -57.5 17.5
3 C 0Equality -451.25 0 -16.6667 18.4211
4 X 0Equality -501.3889 -25 -40 -8.4211
5 Y 0Equality -501.3889 -50 -65 -33.4211
6 Z 0Equality -527.7778 -30 -81.75 -14.25
Linear Model Name: Chem Solver: Jensen LP/IP Ph. 1 Iter.
1 Type: LP2 Type: Linear Total Iter.
0 Change Goal: Max Sens.: Yes Comp. Time
1 Objective: 1E+05 Side: No
0 Solve
0 Variables 1 2 3 4 5 6
100 Vary Name: A B C M1 AM1 BM1
100 Values: 0 5000 16071 7143 1548 357.1
0 Lower Bounds: 0 0 0 0 0 0
60 Upper Bounds: 1E+10 5000 1E+10 10000 1E+10 1E+10
7 8 9 10 11 12 13 14 15 16 17 18
CM1 XM1 YM1 WM1 M2 BM2 CM2 YM2 ZM2 AOM2 X Y
5238 5000 1429 714.3 15476 4643 10833 4643 9286 1548 5000 6071
0 0 0 0 0 0 0 0 0 0 0 0
1E+10 1E+10 1E+10 1E+10 1E+10 1E+10 1E+10 1E+10 1E+10 1E+10 5000 1E+10
0 0 0 0 0 0 0 0 0 0 5 0
0 0 0 0 0 0 0 0 0 1 0 0
0 0 0 0 0 -1 0 0 0 0 0 0
-1 0 0 0 0 0 -1 0 0 0 0 0
1 0 0 0 0 0 0 0 0 0 0 0
0 -1 -1 -1 0 0 0 0 0 0 0 0
0 0 0 0 -1 1 1 0 0 0 0 0
0 0 0 0 1 0 0 -1 -1 -1 0 0
0 1 0 0 0 0 0 0 0 0 -1 0
0 0 1 0 0 0 0 1 0 0 0 -1
0 0 0 0 0 0 0 0 1 0 0 0
0 0 0 0 0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 -0.3 1 0 0 0 0 0 0
0 1 0 0 0 0 0 0 0 0 0 0
0 0 1 0 0 0 0 0 0 0 0 0
0 0 0 0 -0.3 0 0 1 0 0 0 0
0 0 0 0 -0.6 0 0 0 1 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0
19 20 21
Z Y1 Y2
9286 500 5571
0 0 0
1E+10 500 1E+10
10 11 8
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
-1 0 0
0 -1 -1
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
1 0 0
0 0 0
Sensitivity Analysis for Worksheet Chem
Constraint Analysis
Range Range
Statu Shadow Constraint Lower Upper
Num. Name Value s Price Limit Limit Limit
1 A_CON 0Equality -1 0 ### 833.3333
2 B_CON 0Equality -26 0 ### 2,500
3 C_CON 0Equality -1 0 ### ---
4 M1_CONI 0Equality -1 0 ### ---
5 M1_CONO 0Equality 0 0 --- 714.2857
6 M2_CONI 0Equality -1 0 ### ---
7 M2_CONO 0Equality -1 0 ### 833.3333
8 X_CON 0Equality -0.9286 0 ### 2,000
9 Y_CON 0Equality -8 0 --- ###
10 Z_CON 0Equality -10 0 --- ###
11 YB_CON 0Equality -8 0 --- ###
12 AM1% ### Basic 0 0 --- 833.3333
13 BM1% 0 Lower -25 0 -357.1429 2,500
14 BM2% 0Equality -25 0 ### 2,500
15 XM1% 0Equality 0.9286 0 -2,000 625
16 YM% 0Equality 8 0 ### 714.2857
17 YM2% 0Equality 7 0 ### 833.3333
18 ZM2% 0Equality 9 0 ### 833.3333
19 ZLIM ### Basic 0 1,000 --- ###
20 Con 205,000 Basic 0 10,000 5,000 ---
Sensitivity Analysis for Worksheet Bus
Constraint Analysis
Range Range
Statu Shadow Constraint Lower Upper
Num. Name Value s Price Limit Limit Limit
1 D0 4 Lower 1 4 0 ---
2 D4 14 Basic 0 8 --- 14
3 D8 10 Lower 1 10 4 ---
4 D12 8 Basic 0 7 --- 8
5 D16 12 Lower 1 12 11 ---
6 D20 4 Lower 0 4 0 5
Linear Model Name: Bus Solver: Jensen LP/IP Ph. 1 Iter.
1 Type: LP1 Type: Linear Total Iter.
0 Change Goal: Min Sens.: Yes Comp. Time
1 Objective: 26 Side: No
0 Solve
0 Variables 1 2 3 4 5 6
100 Vary Name: x0 x4 x8 x12 x16 x20
100 Values: 4 10 0 8 4 0
0 Change Relation
60
8 9 10 11 12 13 14 15 16 17
Dal- Atl- Atl- Atl- Aus- Aus- Aus- Gain- Gain- Gain-
Atl NY Dal Chi LA Dal Atl Dal Atl NY
50 0 0 0 0 200 0 0 0 200
0 0 0 0 0 0 0 0 0 0
200 200 200 200 200 200 200 200 200 200
2 5 2 4 7 2 5 6 4 7
0 0 0 0 0 0 0 0 0 0
0 0 0 -1 0 0 0 0 0 0
0 0 0 0 -1 0 0 0 0 0
1 0 -1 0 0 -1 0 -1 0 0
-1 1 1 1 0 0 -1 0 -1 0
0 -1 0 0 0 0 0 0 0 -1
0 0 0 0 1 1 1 0 0 0
0 0 0 0 0 0 0 1 1 1
Network Model Name: Dist1 Solver: Jensen Network
1 Type: Net Type: Linear
0 Change Goal: Min Sens.: No
1 Objective: 5300 Side: No
0 Solve
0
100 Vary
100 Arc Data and Flows
0 Num. Name Flow Origin Term. Lower Upper Cost Gain Flow_O
60 1 Phoe-Chi 200 1 2 0 200 6 1 200
0 2 Phoe-LA 200 1 3 0 200 3 1 200
0 3 Phoe-Dal 200 1 4 0 200 3 1 200
0 4 Phoe-Atl 100 1 5 0 200 7 1 100
5 Dal-LA 0 4 3 0 200 5 1 0
6 Dal-Chi 0 4 2 0 200 4 1 0
7 Dal-NY 50 4 6 0 200 6 1 50
8 Dal-Atl 50 4 5 0 200 2 1 50
9 Atl-NY 0 5 6 0 200 5 1 0
10 Atl-Dal 0 5 4 0 200 2 1 0
11 Atl-Chi 0 5 2 0 200 4 1 0
12 Aus-LA 0 7 3 0 200 7 1 0
13 Aus-Dal 200 7 4 0 200 2 1 200
14 Aus-Atl 0 7 5 0 200 5 1 0
15 Gain-Dal 0 8 4 0 200 6 1 0
16 Gain-Atl 0 8 5 0 200 4 1 0
17 Gain-NY 200 8 6 0 200 7 1 200
en Network Ph. 1 Iter. 2
Total Iter. 11
Comp. Time 00:01
Status Optimal